Hello.
Some strategies that have best Net Profit value had not good equity curve shape. Bad equity curve shape: means flat for long period of time in earnings, maybe 1-2 years, Please look at picture. And in other side I can choose strategy with a little less Net Profit, but with very good shape of equity curve, that can make money almost every month. Look at picture.
When I choose strategies I would like to look in Optimization report data to choose strategies with good equity curve, what parameter responsible for that? I have a lot of different settings for strategies and look at every equity curve can take a long time, so better understand what parameter in Optimization report can help me to choose right strategie with good equity curve shape.
What parameter responsible for Equity curve shape in Optimization Report??
What parameter responsible for Equity curve shape in Optimization Report
Re: What parameter responsible for Equity curve shape in Optimization Report
I don't think there is anything available through the optimization report.
but you can optimize by equity curve have a look at:
viewtopic.php?t=11769
but you can optimize by equity curve have a look at:
viewtopic.php?t=11769
Re: What parameter responsible for Equity curve shape in Optimization Report
Thank you. I think this is it what I'm looking for.I don't think there is anything available through the optimization report.
but you can optimize by equity curve have a look at:
viewtopic.php?t=11769
What do you prefer optimization like you wrote or sharp ratio optimization is better?
Re: What parameter responsible for Equity curve shape in Optimization Report
That is not what I'm looking for. In almost all the cases this parameter are equal to maximum net profit values.
I need something like - New High every month on equity curve. It is best when it happens every month on back tested data.
I need something like - New High every month on equity curve. It is best when it happens every month on back tested data.